10.2
Suppose we a data set where each data point represents a single
student's scores on a math test, a physics test, a reading
comprehension test, and a vocabulary test.
We find the first two principal components, which capture 90% of
the variability in the data, and interpret their loadings. We
conclude that the first principal component represents overall
academic ability, and the second represents a contrast between
quantitative ability and verbal ability.
What loadings would be consistent with that...